+17.7%
GFS vs HRB
+16.9%
+0.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.4% | -10.3% | -4.5% |
| 7D | -12.5% | +16.0% | -28.6% | -7.9% |
| 30D | -16.9% | +32.1% | -49.0% | -8.7% |
| 3M | -22.3% | +21.5% | -43.8% | -16.4% |
| 6M | -40.2% | +82.1% | -122.3% | -24.5% |
| YTD | +16.0% | +31.6% | -15.6% | +34.1% |
| 1Y | +17.7% | +15.9% | +1.8% | +41.2% |
| All | +17.7% | +16.9% | +0.8% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling